+35.8%
RBLX vs CP
+35.8%
-0.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +6.7% | -0.7% | +7.4% | +6.9% |
| 30D | +6.1% | +9.6% | -3.5% | +3.4% |
| 3M | +45.3% | +2.2% | +43.0% | +44.2% |
| 6M | +27.4% | +11.1% | +16.3% | +22.5% |
| YTD | -35.1% | +28.2% | -63.2% | -41.0% |
| 1Y | -49.7% | +32.2% | -81.9% | -55.0% |
| All | +35.8% | +35.8% | -0.1% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling